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THIS FILING LISTS SECURITIES HOLDINGS REPORTED ON FORM 13F FILED ON 11/14/06
PURSUANT TO A REQUEST FOR CONFIDENTIAL TREATMENT.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2006
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Check here if Amendment [X]; Amendment Number: 1
-------
This Amendment (Check only one.): [ ] is a restatement.
[X] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Piper Jaffray Companies
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Address: 800 Nicollet Mall
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Suite 800
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Minneapolis, MN 55402-7020
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Form 13F File Number: 28-10776
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The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Tim Carter
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Title: Chief Accounting Officer
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Phone: 612-303-6000
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Signature, Place, and Date of Signing:
/s/ Tim Carter Minneapolis, MN 12/11/06
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[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
FORM 13F
SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
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Form 13F Information Table Entry Total: 241
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Form 13F Information Table Value Total: $ 61,856
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. NONE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE
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ABBOTT LABS COM 002824100 10 200SH SOLE 200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 42 600SH SOLE 600 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2 270SH SOLE 270 0 0
ACTIVISION INC NEW COM NEW 004930202 1 37SH SOLE 37 0 0
ACUITY BRANDS INC COM 00508Y102 5 100SH SOLE 100 0 0
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 8 227SH SOLE 227 0 0
ADOBE SYS INC COM 00724F101 4 110SH SOLE 110 0 0
ADVANCED MEDICAL OPTICS INC NOTE 2.500% 7/1 00763MAG3 3,101 3,000,000PRN SOLE 3,000,000 0 0
AFFYMETRIX INC COM 00826T108 7 319SH SOLE 319 0 0
AGCO CORP COM 001084102 3 100SH SOLE 100 0 0
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 4,955 3,940,000PRN SOLE 3,940,000 0 0
ALEXZA PHARMACEUTICALS INC COM 015384100 4 545SH SOLE 545 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1 50SH SOLE 50 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4 84SH SOLE 84 0 0
AMERICAN ELEC PWR INC COM 025537101 73 2,000SH SOLE 2,000 0 0
AMERICAN GREETINGS CORP CL A 026375105 116 5,000SH SOLE 5,000 0 0
AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 5,992 5,132,000PRN SOLE 5,132,000 0 0
AMERUS GROUP CO COM 03072M108 14 200SH SOLE 200 0 0
AMGEN INC COM 031162100 644 9,000SH SOLE 9,000 0 0
AMGEN INC COM 031162100 2,146 30,000SH PUT SOLE 30,000 0 0
ANADYS PHARMACEUTICALS INC COM 03252Q408 2 814SH SOLE 814 0 0
ANDRX CORP DEL ANDRX GROUP 034553107 4 150SH SOLE 150 0 0
ANTHRACITE CAP INC COM 037023108 31 2,400SH SOLE 2,400 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 2 200SH SOLE 200 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 5 200SH SOLE 200 0 0
ARRAY BIOPHARMA INC COM 04269X105 1 77SH SOLE 77 0 0
ASSOCIATED BANC CORP COM 045487105 12 363SH SOLE 363 0 0
ATHEROGENICS INC COM 047439104 2 133SH SOLE 133 0 0
AURORA OIL & GAS CORP COM 052036100 19 6,300SH SOLE 6,300 0 0
AUTODESK INC COM 052769106 10 300SH SOLE 300 0 0
AUTODESK INC COM 052769106 696 20,000SH PUT SOLE 20,000 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 7 700SH SOLE 700 0 0
AVID TECHNOLOGY INC COM 05367P100 1 23SH SOLE 23 0 0
AVISTA CORP COM 05379B107 5 200SH SOLE 200 0 0
BEA SYS INC COM 073325102 3 200SH SOLE 200 0 0
BELO CORP COM SER A 080555105 3 200SH SOLE 200 0 0
BEST BUY INC SDCV 2.250% 1/1 086516AF8 484 400,000PRN SOLE 400,000 0 0
BEST BUY INC COM 086516101 1,607 30,000SH PUT SOLE 30,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 260SH SOLE 260 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 2.500% 3/2 09061GAC5 4,820 4,397,000PRN SOLE 4,397,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 10 700SH SOLE 700 0 0
BUCA INC COM 117769109 1 195SH SOLE 195 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 17 513SH SOLE 513 0 0
CACHE INC COM NEW 127150308 2 100SH SOLE 100 0 0
CALIPER LIFE SCIENCES INC COM 130872104 1 267SH SOLE 267 0 0
CANDELA CORP COM 136907102 1 89SH SOLE 89 0 0
CBEYOND INC COM 149847105 12 436SH SOLE 436 0 0
CELGENE CORP COM 151020104 11 243SH SOLE 243 0 0
CELL GENESYS INC COM 150921104 2 341SH SOLE 341 0 0
CEPHALON INC COM 156708109 6 98SH SOLE 98 0 0
CHEESECAKE FACTORY INC COM 163072101 3 121SH SOLE 121 0 0
CHESAPEAKE ENERGY CORP COM 165167107 26 900SH SOLE 900 0 0
CHEVRON CORP NEW COM 166764100 259 4,000SH SOLE 4,000 0 0
CHIPOTLE MEXICAN GRILL INC CL A 169656105 104 2,100SH SOLE 2,100 0 0
CIRRUS LOGIC INC COM 172755100 42 5,700SH SOLE 5,700 0 0
CITI TRENDS INC COM 17306X102 3 100SH SOLE 100 0 0
CLARCOR INC COM 179895107 2 64SH SOLE 0 0 64
CMS ENERGY CORP COM 125896100 52 3,600SH SOLE 3,600 0 0
CNET NETWORKS INC COM 12613R104 191 20,000SH CAL SOLE 20,000 0 0
COCA COLA ENTERPRISES INC COM 191219104 62 3,000SH SOLE 3,000 0 0
COHERENT INC COM 192479103 347 10,000SH PUT SOLE 10,000 0 0
COHERENT INC COM 192479103 347 10,000SH CAL SOLE 10,000 0 0
COLONIAL BANCGROUP INC COM 195493309 10 400SH SOLE 400 0 0
COMPASS BANCSHARES INC COM 20449H109 8 144SH SOLE 144 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 86 4,000SH SOLE 4,000 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 429 20,000SH PUT SOLE 20,000 0 0
CONOCOPHILLIPS COM 20825C104 321 5,400SH SOLE 5,400 0 0
CONTINENTAL AIRLS INC CL B 210795308 3 100SH SOLE 100 0 0
CRAWFORD & CO CL B 224633107 1 200SH SOLE 200 0 0
CREDIT ACCEP CORP MICH COM 225310101 47 1,600SH SOLE 1,600 0 0
CROWN HOLDINGS INC COM 228368106 89 4,800SH SOLE 4,800 0 0
CTS CORP COM 126501105 3 200SH SOLE 200 0 0
CV THERAPEUTICS INC COM 126667104 380 34,100SH SOLE 34,100 0 0
CYTYC CORP COM 232946103 220 9,000SH PUT SOLE 9,000 0 0
CYTYC CORP NOTE 2.250% 3/1 232946AB9 1,446 1,439,000PRN SOLE 1,439,000 0 0
DECODE GENETICS INC COM 243586104 1 226SH SOLE 226 0 0
DEXCOM INC COM 252131107 5 467SH SOLE 467 0 0
DIGENE CORP COM 253752109 7 173SH SOLE 173 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 2 200SH SOLE 200 0 0
DUKE ENERGY CORP NEW COM 26441C105 145 4,800SH SOLE 4,800 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158102 1 163SH SOLE 163 0 0
EAGLE TEST SYS INC COM 270006109 3 200SH SOLE 200 0 0
EDISON INTL COM 281020107 187 4,500SH SOLE 4,500 0 0
EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 3,056 3,000,000PRN SOLE 3,000,000 0 0
EL PASO ELEC CO COM NEW 283677854 2 100SH SOLE 100 0 0
EMCOR GROUP INC COM 29084Q100 5 100SH SOLE 100 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3 101SH SOLE 101 0 0
EOG RES INC COM 26875P101 59 900SH SOLE 900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5 100SH SOLE 100 0 0
EV3 INC COM 26928A200 200 11,781SH SOLE 11,781 0 0
EXACT SCIENCES CORP COM 30063P105 1 250SH SOLE 250 0 0
EXELIXIS INC COM 30161Q104 2 282SH SOLE 282 0 0
FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 3,782 3,712,000PRN SOLE 3,712,000 0 0
FASTENAL CO COM 311900104 2 62SH SOLE 62 0 0
FBL FINL GROUP INC CL A 30239F106 3 100SH SOLE 100 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3 100SH SOLE 100 0 0
FINANCIAL FED CORP COM 317492106 3 100SH SOLE 100 0 0
FPL GROUP INC COM 302571104 9 200SH SOLE 200 0 0
GENENTECH INC COM NEW 368710406 17 200SH SOLE 200 0 0
GEN-PROBE INC NEW COM 36866T103 6 131SH SOLE 131 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 2 100SH SOLE 100 0 0
GEO GROUP INC COM 36159R103 4 100SH SOLE 100 0 0
GOLF GALAXY INC COM 381639103 2 170SH SOLE 170 0 0
GRANITE CITY FOOD & BREWERY COM 38724Q107 4 973SH SOLE 973 0 0
GRAPHIC PACKAGING CORP DEL COM 388688103 1 200SH SOLE 200 0 0
GREATER BAY BANCORP COM 391648102 6 200SH SOLE 200 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 2 200SH SOLE 200 0 0
HNI CORP COM 404251100 4 100SH SOLE 100 0 0
HOKU SCIENTIFIC INC COM 434712105 2 537SH SOLE 537 0 0
HOME BANCSHARES INC COM 436893200 15 685SH SOLE 685 0 0
HOME PROPERTIES INC COM 437306103 6 100SH SOLE 100 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 6 300SH SOLE 300 0 0
HSBC HLDGS PLC ADR A 1/40PF A 404280604 250 10,000SH SOLE 10,000 0 0
HUDSON CITY BANCORP COM 443683107 1 100SH SOLE 100 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2 189SH SOLE 189 0 0
HYTHIAM INC COM 44919F104 1 100SH SOLE 100 0 0
ICOS CORP COM 449295104 3 104SH SOLE 104 0 0
IDENIX PHARMACEUTICALS INC COM 45166R204 2 200SH SOLE 200 0 0
ILLUMINA INC COM 452327109 22 679SH SOLE 679 0 0
INCYTE CORP COM 45337C102 1 126SH SOLE 126 0 0
INGERSOLL-RAND COMPANY LTD CL A G4776G101 38 1,000SH SOLE 1,000 0 0
INNKEEPERS USA TR COM 4576J0104 5 300SH SOLE 300 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2 135SH SOLE 135 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 358 400,000PRN SOLE 400,000 0 0
INTERMUNE INC COM 45884X103 1 83SH SOLE 83 0 0
INVESTORS FINL SERVICES CORP COM 461915100 2 54SH SOLE 54 0 0
KAYDON CORP NOTE 4.000% 5/2 486587AB4 3,328 2,500,000PRN SOLE 2,500,000 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 2 211SH SOLE 211 0 0
KOMAG INC NOTE 2.000% 2/0 500453AE5 1,894 1,500,000PRN SOLE 1,500,000 0 0
LAKELAND BANCORP INC COM 511637100 1 100SH SOLE 100 0 0
LAM RESEARCH CORP COM 512807108 3 70SH SOLE 70 0 0
LAMAR ADVERTISING CO CL A 512815101 230 4,300SH SOLE 4,300 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1 100SH SOLE 100 0 0
LEXINGTON CORP PPTYS TR COM 529043101 4 200SH SOLE 200 0 0
LUMINEX CORP DEL COM 55027E102 20 1,100SH SOLE 1,100 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 9 200SH SOLE 200 0 0
MANNKIND CORP COM 56400P201 6 290SH SOLE 290 0 0
MANOR CARE INC NEW COM 564055101 5 100SH SOLE 100 0 0
MARINER ENERGY INC COM 56845T305 4 200SH SOLE 200 0 0
MARTEK BIOSCIENCES CORP COM 572901106 2 104SH SOLE 104 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2 100SH SOLE 100 0 0
MCKESSON CORP COM 58155Q103 74 1,400SH SOLE 1,400 0 0
MEDAREX INC COM 583916101 1 128SH SOLE 128 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 88 6,600SH SOLE 6,600 0 0
MEDICINES CO COM 584688105 10 452SH SOLE 452 0 0
MEDIMMUNE INC COM 584699102 23 800SH SOLE 800 0 0
MEDTRONIC INC COM 585055106 5 100SH SOLE 100 0 0
MGI PHARMA INC COM 552880106 4 251SH SOLE 251 0 0
MICROSEMI CORP COM 595137100 2 100SH SOLE 100 0 0
MODINE MFG CO COM 607828100 5 200SH SOLE 200 0 0
MOLECULAR DEVICES CORP COM 60851C107 11 600SH SOLE 600 0 0
MONARCH CASINO & RESORT INC COM 609027107 6 300SH SOLE 300 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 14 409SH SOLE 409 0 0
MYOGEN INC COM 62856E104 4 116SH SOLE 116 0 0
MYRIAD GENETICS INC COM 62855J104 11 426SH SOLE 426 0 0
NEENAH PAPER INC COM 640079109 3 100SH SOLE 100 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1 86SH SOLE 86 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12 500SH SOLE 500 0 0
NEW YORK TIMES CO CL A 650111107 2 100SH SOLE 100 0 0
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR INVESTMENT OTHER
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT SH/PRN PUT/CALL DISCRETION MANAGERS SOLE SHARED NONE
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NEWKIRK REALTY TR INC COM 651497109 59 3,600SH SOLE 3,600 0 0
NEWS CORP CL A 65248E104 114 5,800SH SOLE 5,800 0 0
NICOR INC COM 654086107 9 200SH SOLE 200 0 0
O REILLY AUTOMOTIVE INC COM 686091109 3 100SH SOLE 100 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 139 20,150SH SOLE 20,150 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 30 2,100SH SOLE 2,100 0 0
ON SEMICONDUCTOR CORP COM 682189105 1 100SH SOLE 100 0 0
ORACLE CORP COM 68389X105 4 200SH SOLE 200 0 0
OSIRIS THERAPEUTICS INC COM 68827R108 2 175SH SOLE 175 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 2 100SH SOLE 100 0 0
PAIN THERAPEUTICS INC COM 69562K100 2 207SH SOLE 207 0 0
PANACOS PHARMACEUTICALS INC COM 69811Q106 2 400SH SOLE 400 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3 100SH SOLE 100 0 0
PER-SE TECHNOLOGIES INC COM NEW 713569309 2 100SH SOLE 100 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 9 240SH SOLE 240 0 0
PINNACLE WEST CAP CORP COM 723484101 14 300SH SOLE 300 0 0
PIONEER DRILLING CO COM 723655106 58 4,500SH SOLE 4,500 0 0
PIONEER DRILLING CO COM 723655106 128 10,000SH PUT SOLE 10,000 0 0
PLAYTEX PRODS INC COM 72813P100 4 300SH SOLE 300 0 0
POINT THERAPEUTICS INC COM 730694106 1 800SH SOLE 800 0 0
POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB5 2,484 2,500,000PRN SOLE 2,500,000 0 0
POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 6,733 6,950,000PRN SOLE 6,950,000 0 0
POZEN INC COM 73941U102 3 249SH SOLE 249 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 10 413SH SOLE 413 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 6 100SH SOLE 100 0 0
PSYCHIATRIC SOLUTIONS INC COM 74439H108 34 1,000SH SOLE 1,000 0 0
PUGET ENERGY INC NEW COM 745310102 5 200SH SOLE 200 0 0
READERS DIGEST ASSN INC COM 755267101 1 100SH SOLE 100 0 0
REALNETWORKS INC COM 75605L104 10 950SH SOLE 950 0 0
RED HAT INC COM 756577102 234 11,100SH SOLE 11,100 0 0
RED HAT INC COM 756577102 422 20,000SH CAL SOLE 20,000 0 0
RETAIL HOLDRS TR DEP RCPT 76127U101 4 39SH SOLE 39 0 0
RETAIL VENTURES INC COM 76128Y102 3 200SH SOLE 200 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1 104SH SOLE 104 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 7 280SH SOLE 280 0 0
ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 780097770 78 3,100SH SOLE 3,100 0 0
SANGAMO BIOSCIENCES INC COM 800677106 2,502 450,000SH SOLE 450,000 0 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 65 10,000SH SOLE 10,000 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4 200SH SOLE 200 0 0
SEPRACOR INC COM 817315104 3 56SH SOLE 56 0 0
SIERRA WIRELESS INC COM 826516106 2 204SH SOLE 204 0 0
SPARTECH CORP COM NEW 847220209 3 100SH SOLE 100 0 0
SPHERION CORP COM 848420105 4 500SH SOLE 500 0 0
STANDARD REGISTER CO COM 853887107 1 100SH SOLE 100 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 74 1,300SH SOLE 1,300 0 0
STATE AUTO FINL CORP COM 855707105 26 855SH SOLE 855 0 0
STEWART ENTERPRISES INC CL A 860370105 1 100SH SOLE 100 0 0
SUN MICROSYSTEMS INC COM 866810104 36 7,370SH SOLE 7,370 0 0
SYCAMORE NETWORKS INC COM 871206108 5 1,362SH SOLE 1,362 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1 44SH SOLE 44 0 0
TANOX INC COM 87588Q109 2 142SH SOLE 142 0 0
TARO PHARMACEUTICAL INDS LTD SHS A M8737E108 3 223SH SOLE 223 0 0
TECHNE CORP COM 878377100 3 63SH SOLE 63 0 0
TELIK INC COM 87959M109 4 209SH SOLE 209 0 0
TEMPUR PEDIC INTL INC COM 88023U101 859 50,000SH SOLE 50,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 3 180SH SOLE 180 0 0
THESTREET COM COM 88368Q103 32 3,000SH SOLE 3,000 0 0
THQ INC COM NEW 872443403 2 65SH SOLE 65 0 0
TIBCO SOFTWARE INC COM 88632Q103 56 6,182SH SOLE 6,182 0 0
TIDEWATER INC COM 886423102 27 600SH SOLE 600 0 0
TOWER GROUP INC COM 891777104 138 4,150SH SOLE 4,150 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 1 100SH SOLE 100 0 0
TRIAD GTY INC COM 895925105 8 152SH SOLE 152 0 0
TRIZETTO GROUP INC COM 896882107 2 100SH SOLE 100 0 0
UMPQUA HLDGS CORP COM 904214103 3 100SH SOLE 100 0 0
UNITED INDL CORP COM 910671106 16 300SH SOLE 300 0 0
VALUECLICK INC COM 92046N102 45 2,430SH SOLE 2,430 0 0
VECTREN CORP COM 92240G101 3 100SH SOLE 100 0 0
VERIZON COMMUNICATIONS COM 92343V104 1,537 41,400SH SOLE 41,400 0 0
VICAL INC COM 925602104 1 100SH SOLE 100 0 0
VIROPHARMA INC COM 928241108 2 184SH SOLE 184 0 0
VOLCANO CORPORATION COM 928645100 59 5,134SH SOLE 5,134 0 0
WARNACO GROUP INC COM NEW 934390402 2 100SH SOLE 100 0 0
WATSON PHARMACEUTICALS INC COM 942683103 39 1,500SH SOLE 1,500 0 0
WEBMD CORP NOTE 3.125% 9/0 94769MAG0 1,074 1,075,000PRN SOLE 1,075,000 0 0
WEBSITE PROS INC COM 94769V105 1 56SH SOLE 56 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 5 90SH SOLE 90 0 0
WILD OATS MARKETS INC COM 96808B107 2 100SH SOLE 100 0 0
WILEY JOHN & SONS INC CL A 968223206 7 200SH SOLE 200 0 0
XENOPORT INC COM 98411C100 2 85SH SOLE 85 0 0
XTO ENERGY INC COM 98385X106 295 7,000SH SOLE 7,000 0 0
XTO ENERGY INC COM 98385X106 843 20,000SH PUT SOLE 20,000 0 0